Rapport Backtest

Stratégie · EmaTrend   |   Ticker · AAPL   |   2018-01-02 → 2025-10-31
Capital Final 26,654.97 €
P&L +1654.97 € (+6.62%)
Total Trades 18
Max Drawdown 20.58%
Sharpe
0.15
Sortino
0.08
Calmar
0.04

Equity Curve

Underwater Curve

Performance

CAGR0.82%
Ulcer Index0.12
Expectancy91.94

Trades Overview

Total18 Win Rate38.89%
Profit Factor1.17 Payoff Ratio1.83

Métriques Rolling

Heatmap Rendements Mensuels

Tableau des Trades

Open Close Side Size Entry Exit Net PnL Ret % Dur (j)
2019-06-17 04:00:00 2019-09-11 04:00:00 Long 15 46.25 52.38 1324.47 13.26% 86
2020-04-16 04:00:00 2020-06-11 04:00:00 Long 15 69.54 84.59 2303.01 21.65% 56
2020-10-09 04:00:00 2020-12-29 05:00:00 Long 15 112.08 134.19 2255.46 19.73% 81
2021-04-09 04:00:00 2021-05-13 04:00:00 Long 15 126.61 121.48 -497.70 -4.05% 34
2021-06-16 04:00:00 2021-07-07 04:00:00 Long 15 127.38 139.97 1209.01 9.89% 21
2021-10-21 04:00:00 2021-12-01 05:00:00 Long 15 145.61 163.80 1564.28 12.49% 41
2022-02-04 05:00:00 2022-02-24 05:00:00 Long 15 168.45 149.40 -1485.85 -11.31% 20
2022-03-25 04:00:00 2022-04-25 04:00:00 Long 15 170.61 157.77 -950.33 -7.53% 31
2022-10-31 04:00:00 2022-11-04 04:00:00 Long 15 150.71 139.76 -875.70 -7.26% 4
2022-12-07 05:00:00 2023-02-06 05:00:00 Short 15 140.01 150.52 -883.35 -7.51% 61
2023-09-05 04:00:00 2023-09-08 04:00:00 Long 15 186.37 176.18 -621.40 -5.47% 3
2023-10-16 04:00:00 2023-10-27 04:00:00 Long 15 174.95 164.88 -644.59 -5.76% 11
2023-11-08 05:00:00 2024-03-06 05:00:00 Long 15 180.50 169.42 -675.91 -6.14% 119
2024-05-06 04:00:00 2024-06-12 04:00:00 Long 15 180.96 205.67 1457.87 13.65% 37
2024-08-16 04:00:00 2024-12-23 05:00:00 Long 15 222.78 253.26 1523.99 13.68% 129
2025-02-18 05:00:00 2025-03-11 04:00:00 Long 15 243.44 222.70 -1016.12 -8.52% 20
2025-05-23 04:00:00 2025-07-03 04:00:00 Short 15 193.17 212.01 -1074.23 -9.76% 41
2025-08-06 04:00:00 2025-08-11 04:00:00 Short 15 205.16 228.03 -1257.94 -11.15% 5